IntraAlpha
Create free account Start free

Black Diamond Therapeutics, Inc. Common Stock BDTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T16:42:13.581Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:42:08.032669061Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:42:11.926526+00:00

Share price$1.60
1D+0.3%
$1.54$1.57$1.59$1.61$1.635:30 AM6:30 AM9:00 AM1:00 PMBDTX
Sold putSold call

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.37$1.61$2.86$4.11$5.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBDTX PRICE$0.53$0.58$0.62$0.66$0.50$0.95$1.40$1.85$2.30$2.75$3.20$3.65$4.10$4.55$5.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.50612.1%37.3%
35Δ2.00610.2%34.4%
40Δ2.49608.3%31.6%
45Δ2.99606.3%28.8%
50Δ3.48604.4%25.9%
55Δ3.98602.5%23.1%
60Δ4.47600.6%20.2%
65Δ1.83624.0%48.0%4.97598.6%17.4%
70Δ1.62574.9%37.9%5.46596.7%14.5%
75Δ1.42525.8%27.7%5.96594.8%11.7%
80Δ1.22476.7%17.6%6.45592.8%8.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
612.1%
B/E move
37.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
610.2%
B/E move
34.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
608.3%
B/E move
31.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.99
IV
606.3%
B/E move
28.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.48
IV
604.4%
B/E move
25.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
602.5%
B/E move
23.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.47
IV
600.6%
B/E move
20.2%

65Δ

Calls
Pseudo strike
1.83
IV
624.0%
B/E move
48.0%
Puts
Pseudo strike
4.97
IV
598.6%
B/E move
17.4%

70Δ

Calls
Pseudo strike
1.62
IV
574.9%
B/E move
37.9%
Puts
Pseudo strike
5.46
IV
596.7%
B/E move
14.5%

75Δ

Calls
Pseudo strike
1.42
IV
525.8%
B/E move
27.7%
Puts
Pseudo strike
5.96
IV
594.8%
B/E move
11.7%

80Δ

Calls
Pseudo strike
1.22
IV
476.7%
B/E move
17.6%
Puts
Pseudo strike
6.45
IV
592.8%
B/E move
8.9%

Options history

IV · four-Friday blend195.03%
Daily close
BDTX99.0%202.2%305.3%2026-08-14: 129.39%2026-08-21: 161.28%2026-08-24: 120.49%2026-08-25: 113.26%2026-08-28: 123.60%2026-08-31: 124.37%2026-09-01: 128.02%2026-09-02: 135.86%2026-09-03: 157.59%2026-09-04: 198.56%2026-09-08: 213.47%2026-09-10: 164.58%2026-09-11: 164.24%2026-09-14: 204.79%2026-09-15: 239.71%2026-09-16: 201.68%2026-09-18: 161.00%2026-09-21: 175.16%2026-09-23: 125.94%2026-09-24: 177.44%2026-09-25: 161.42%2026-09-28: 185.52%2026-10-01: 191.08%2026-10-05: 165.58%2026-10-07: 197.41%2026-10-08: 248.43%2026-10-09: 234.77%2026-10-12: 291.06%2026-10-13: 271.26%2026-10-16: 173.94%2026-10-19: 160.77%2026-10-20: 175.91%2026-10-21: 166.79%2026-10-22: 162.10%2026-10-23: 191.08%2026-10-26: 190.14%2026-10-27: 203.12%2026-10-28: 186.45%2026-10-29: 169.56%2026-10-30: 195.03%Aug 14Sep 24Oct 30
40 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
129.39%
161.28%
120.49%
113.26%
123.60%
124.37%
128.02%
135.86%
157.59%
198.56%
213.47%
164.58%
164.24%
204.79%
239.71%
201.68%
161.00%
175.16%
125.94%
177.44%
161.42%
185.52%
191.08%
165.58%
197.41%
248.43%
234.77%
291.06%
271.26%
173.94%
160.77%
175.91%
166.79%
162.10%
191.08%
190.14%
203.12%
186.45%
169.56%
195.03%